Dynamic Regression and Filtered Data Series: A Laplace Approximation to the Effects of Filtering in Small Samples.
| Year of publication: |
1993
|
|---|---|
| Authors: | Ghysels, E. ; Lieberman, O. |
| Institutions: | Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) |
| Subject: | econometrics |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | 24 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005346033